[R] acf and pacf plot
ericthompso at gmail.com
Fri Apr 27 22:56:33 CEST 2007
The lines indicate the confidence interval (95% by default). I think
you mean that it is not documented in help(acf), but it directs you to
plot.acf in the "See Also" secion.
The confidence interval plotted in 'plot.acf' is based on an
_uncorrelated_ series and should be treated with appropriate
caution. Using 'ci.type = "ma"' may be less potentially
also see the description of the ci and ci.type arguments. As far as
HOW they are calculated, I believe that the default is
And yes, I think that they are very important.
Hope that helps.
On 4/27/07, tom soyer <tom.soyer at gmail.com> wrote:
> I noticed that whenever I ran acf or pacf, the plot generated by R always
> includes two horizontal blue doted lines. Furthermore, these two lines are
> not documented in the acf documentation. I don't know what they are for, but
> it seems that they are important. Could someone tell me what they are and
> how are they calculated?
> [[alternative HTML version deleted]]
> R-help at stat.math.ethz.ch mailing list
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> and provide commented, minimal, self-contained, reproducible code.
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